Analytic solution for a class of discrete-time Riccati equations arising in Nash games (Q757663): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Dynamic noncooperative game theory / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3207128 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Recursive algorithms for Nash strategies in two-player difference games† / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Inertia characteristics of self-adjoint matrix polynomials / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5645536 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Optimal economic stabilization policies under decentralized control and conflicting objectives / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Nonzero-sum differential games / rank | |||
Normal rank |
Revision as of 15:17, 21 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Analytic solution for a class of discrete-time Riccati equations arising in Nash games |
scientific article |
Statements
Analytic solution for a class of discrete-time Riccati equations arising in Nash games (English)
0 references
1990
0 references
For a two-player linear quadratic non-zero sum discrete time game, when seeking an open-loop Nash strategy, people end up with a pair of coupled matrix Riccati equations. Under some conditions, which essentially mean some compatibility of the controllers and their cost functionals, the author presents an explicit formula for the solution of the coupled Riccati equations.
0 references
two-player linear quadratic non-zero sum discrete time game
0 references
open-loop Nash strategy
0 references
coupled matrix Riccati equations
0 references
explicit formula
0 references
0 references